Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process
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Publication:4618064
DOI10.1137/S0040585X97T989143zbMath1411.62053arXiv1507.04194OpenAlexW2963366845WikidataQ128437448 ScholiaQ128437448MaRDI QIDQ4618064
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Publication date: 7 February 2019
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.04194
fractional Brownian motionOrnstein-Uhlenbeck processmaximum likelihood estimatorweakly singular integral operatorsingularly perturbed integral equation
Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Singular nonlinear integral equations (45G05)
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